+583.6%
JPM vs B
+186.6%
+397.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.4% |
| 7D | -0.4% | +2.3% | -2.7% | -0.5% |
| 30D | -1.1% | +1.4% | -2.5% | -1.2% |
| 3M | +14.1% | +12.2% | +2.0% | +13.5% |
| 6M | +23.3% | -2.1% | +25.4% | +23.0% |
| YTD | +11.3% | +2.9% | +8.3% | +10.7% |
| 1Y | +23.0% | +55.3% | -32.3% | +21.0% |
| 3Y | +162.6% | +198.7% | -36.1% | +153.9% |
| 5Y | +152.8% | +153.8% | -1.0% | +143.3% |
| 10Y | +583.6% | +193.4% | +390.2% | +575.2% |
| All | +583.6% | +186.6% | +397.1% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling